Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-03-30 0.319260 0.348874 0.381036 0.418739 0.461958 0.510228 0.568607
2025-04-06 0.280897 0.318484 0.361550 0.415075 0.480568 0.559108 0.661999
2025-04-13 0.247569 0.288140 0.336453 0.399158 0.479814 0.582151 0.725380
2025-04-20 0.229596 0.273491 0.327599 0.400675 0.499203 0.631261 0.828838
2025-04-27 0.214502 0.260562 0.319037 0.400794 0.515759 0.677807 0.936160
2025-05-04 0.201594 0.249048 0.310857 0.399970 0.530137 0.722408 1.048270
2025-05-11 0.191702 0.240514 0.305614 0.402215 0.548556 0.774886 1.183051
2025-05-18 0.178428 0.226374 0.291429 0.390037 0.543564 0.789530 1.255445
2025-05-25 0.165969 0.212504 0.276548 0.375359 0.532799 0.792804 1.307116
2025-06-01 0.159408 0.206386 0.272171 0.375912 0.546059 0.838127 1.449600
2025-06-08 0.156573 0.205281 0.274845 0.387349 0.578232 0.921441 1.692406
2025-06-15 0.152164 0.201590 0.273348 0.391899 0.598985 0.986808 1.915722
2025-06-22 0.146899 0.196516 0.269671 0.392998 0.614557 1.046462 2.150892
2025-06-29 0.141272 0.190579 0.264258 0.390685 0.623549 1.094302 2.374232
2025-07-06 0.133446 0.180950 0.252521 0.376688 0.608992 1.089618 2.449935
2025-07-13 0.129701 0.177331 0.250049 0.378478 0.625006 1.155163 2.762883
2025-07-20 0.125932 0.173472 0.246938 0.378836 0.638159 1.216720 3.094859
2025-07-27 0.122236 0.169543 0.243467 0.378231 0.649223 1.275509 3.450941
2025-08-03 0.119331 0.166710 0.241618 0.380403 0.666311 1.353051 3.929316
2025-08-10 0.114105 0.159980 0.232936 0.369205 0.653389 1.349664 4.070613
2025-08-17 0.108751 0.152863 0.223307 0.355654 0.634101 1.326234 4.114108
2025-08-24 0.106250 0.150229 0.221143 0.356188 0.646259 1.392430 4.628683
2025-08-31 0.105640 0.150606 0.224104 0.366793 0.682563 1.536912 5.691937